Solution of the Problem of Extrapolation over Entire Past History of a Process with Quasipolynomial Spectral Density

Yaglom's lemma and methods of the theory of analytic functions are used to find an explicit form of the spectral characteristic of linear extrapolation over the entire past history of processes with $R$-quasipolynomial and inverse $R$-quasipolynomial spectral densities.